+149.7%
XBI vs AVAV
+519.3%
-369.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | +1.4% | -6.1% | -5.0% |
| 30D | -2.0% | -24.3% | +22.3% | +3.1% |
| 3M | +17.8% | -20.1% | +37.9% | +21.0% |
| 6M | +23.7% | -29.4% | +53.1% | +28.8% |
| YTD | +28.2% | -39.3% | +67.6% | +34.5% |
| 1Y | +64.0% | -39.3% | +103.3% | +69.8% |
| 3Y | +99.4% | +29.5% | +69.9% | +62.0% |
| 5Y | +19.3% | +56.3% | -37.0% | -12.4% |
| All | +149.7% | +519.3% | -369.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling